#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Core;
using Cephei.Core.Generic;
using Microsoft.FSharp.Core;
using Cephei.QL.Methods.Finitedifferences.Operators;
namespace Cephei.QL.Methods.Finitedifferences.Schemes
{
    /// <summary> 
	/// ! References: K. J. in ???t Hout and S. Foulon, ADI finite difference schemes for option pricing in the Heston model with correlation, http://arxiv.org/pdf/0811.3427
	/// </summary>
    [Guid ("404ED335-3FEF-4d36-8FCF-A5963F781A59"),ComVisible(true)]
	public interface IModifiedCraigSneydScheme 
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        /// <summary> 
		/// 
		/// </summary>
		 IModifiedCraigSneydScheme SetStep(Double dt);
    }   

    /// <summary> 
	/// ! References: K. J. in ???t Hout and S. Foulon, ADI finite difference schemes for option pricing in the Heston model with correlation, http://arxiv.org/pdf/0811.3427 Factory
	/// </summary>
   	[ComVisible(true)]
    public interface IModifiedCraigSneydScheme_Factory 
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        /// <summary> 
		/// 
		/// </summary>
	    IModifiedCraigSneydScheme Create (Double theta, Double mu, Cephei.QL.Methods.Finitedifferences.Operators.IFdmLinearOpComposite map);
    }
}

